期刊
COMPUTERS & GEOSCIENCES
卷 85, 期 -, 页码 26-37出版社
PERGAMON-ELSEVIER SCIENCE LTD
DOI: 10.1016/j.cageo.2015.05.018
关键词
Machine learning; Kernel regression; Geostatistics; Big data; Sparse methods
资金
- project SPARTA: Development of Space-Time Random Fields based on Local Interaction Models and Applications in the Processing of Spatiotemporal Datasets [1591]
- European Social Fund
- National Resources
Machine learning and geostatistics are powerful mathematical frameworks for modeling spatial data. Both approaches, however, suffer from poor scaling of the required computational resources for large data applications. We present the Stochastic Local Interaction (SLI) model, which employs a local representation to improve computational efficiency. SLI combines geostatistics and machine learning with ideas from statistical physics and computational geometry. It is based on a joint probability density function defined by an energy functional which involves local interactions implemented by means of kernel functions with adaptive local kernel bandwidths. SLI is expressed in terms of an explicit, typically sparse, precision (inverse covariance) matrix. This representation leads to a semi-analytical expression for interpolation (prediction), which is valid in any number of dimensions and avoids the computationally costly covariance matrix inversion. (C) 2015 Elsevier Ltd. All rights reserved.
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